Risk / Quantitative Analyst (Contract to Perm) £35,000 - £55,000 (Dependant on experience) + bonus + benefits London

The Company They are a highly regarded, independent, investment and wealth management firm with a strong reputation. The wide salary range reflects the open mindedness of the firm in terms of experience levels rather than the seniority of the role.

The Role Working within the Investment Management Research Team, the role provides risk and quantitative analysis and reporting for application throughout the investment process. The role includes:

  • Assisting in the development of monitoring and reporting in relation to investment risk, quantitative analysis and the investment process
  • Maintaining and rebalance a range of strategies used by different business channels
  • Provide analysis and on-going reporting for strategies based on sector and regional positioning, factor analysis, rebalancing, tracking error, currency and security effect and scenario analysis
  • Performing regular reporting and monitoring of risk in respect of the classification of asset classes and securities within the asset allocation framework.
  • Developing tools to enhance efficient portfolio construction and forward looking risk capabilities
  • Providing analysis of investment risk in respect of all new product development initiatives.

Who they are looking for To be considered for this role, you must meet the following criteria:

  • Prior experience working in a quantitative, risk, performance or investment role and experience of all asset classes
  • A mathematical or scientific degree
  • Knowledge of optimisation techniques and the construction of ex-ante covariance matrices
  • Knowledge of systematic techniques for backfilling missing return data (eg out of sample regressions)

Other Skills/ Knowledge

  • Knowledge of Factset, Bloomberg, Datastream, BarraOne, Morningstar
  • Effective communication both written and verbal
  • Team player
  • Good understanding of Investment Management or Wealth Management and the services it offers